+418.1%
FSLR vs MKC
+25.8%
+392.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -14.8% | -3.0% | -11.8% | -14.4% |
| 30D | -4.3% | +4.8% | -9.1% | -4.9% |
| 3M | -23.4% | -12.8% | -10.5% | -22.1% |
| 6M | -26.9% | +5.0% | -32.0% | -27.9% |
| YTD | -34.4% | -29.1% | -5.3% | -31.1% |
| 1Y | -33.2% | -26.4% | -6.8% | -30.4% |
| 3Y | +28.1% | -21.6% | +49.7% | +29.1% |
| 5Y | +54.5% | -35.2% | +89.8% | +59.3% |
| All | +418.1% | +25.8% | +392.3% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling